-15.8%
INFQ vs UMAC
+97.5%
-113.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +2.1% |
| 7D | +2.1% | -3.4% | +5.5% | +3.3% |
| 30D | +6.1% | -15.1% | +21.2% | +10.4% |
| 3M | -7.1% | -10.8% | +3.7% | -7.6% |
| 6M | +14.8% | +15.7% | -0.9% | -8.0% |
| All | -15.8% | +97.5% | -113.3% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling